[R] testing randomness of random number generators with student t-test?

Carl Witthoft carl at witthoft.com
Thu Feb 3 00:01:36 CET 2011


Hi, subject more or less says it all.

I freely admit to not having bothered to find some of the online papers 
about method of testing the quality of random number generators -- but 
in an idle moment I wondered what to expect from something like the 
following:


randa<-runif(1000)
randb<-runif(1000)
t.test(randa,randb)$p.value
var.test(randa,randb)$p.value

[repeat ad nauseum]


Is the range of p-values I get in any way related tothe "quality" of the 
random number generator?

thanks
Carl



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